If the CG is right, and the balance is right, try flying with the rudder more. You never mentioned using the rudder in your turns. Try to trim the rudder for straight and level as mentioned by vinnie and set your aileron trim back as close to center as possible by adjusting the clevises on the pushrods. Are you using the SWOOPS, and spoiler thingy?
You know...not to start anything here, but I have seen a few people having trim problems with the Nexstar. Dunno!